Never heard the "to save gas" explanation but I have heard of people in here in the States who think that using the headlights unnecessarily is bad and will kill the battery...like there is no charging system.

Where do they get these people?

On a permanent magnet generator with an old-style shunt regulator (e.g. on a dirt bike or old UJM), does it even cause any extra engine load to run electrical accessories? I'm not an EE, but I thought the generator always ran full-bore and got rid of extra electricity as heat through the regulator vs. a car alternator where the magnetic field is actually stronger when the load is heavier.